+13.8%
IP vs FIVE
+35.4%
-21.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.1% |
| 7D | -5.0% | -1.7% | -3.2% | -4.7% |
| 30D | +6.5% | +14.9% | -8.4% | +3.8% |
| 3M | -18.0% | +7.6% | -25.7% | -19.3% |
| 6M | +10.3% | +6.4% | +3.9% | +8.4% |
| YTD | -9.9% | +28.1% | -38.0% | -15.0% |
| 1Y | -1.1% | +54.7% | -55.8% | -10.2% |
| All | +13.8% | +35.4% | -21.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling